+0.4%
DOW vs EXR
+113.2%
-112.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +3.7% | -1.2% | +4.9% | +4.1% |
| 30D | +16.3% | +18.3% | -2.0% | +8.8% |
| 3M | +9.7% | +9.1% | +0.6% | +5.8% |
| 6M | -14.1% | +11.7% | -25.8% | -18.3% |
| YTD | +46.6% | +25.7% | +20.9% | +31.7% |
| 1Y | +56.8% | +24.9% | +31.9% | +41.4% |
| 3Y | -20.4% | +51.4% | -71.8% | -34.3% |
| 5Y | -27.4% | -1.9% | -25.5% | -31.2% |
| All | +0.4% | +113.2% | -112.8% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling